--starting point
create table #t (Customer int, Treas varchar(10))
insert #t
select 1010, 'Merch' union all
select 1010, 'Price' union all
select 1020, 'Merch' union all
select 1030, 'Promo'
go

--add the column
alter table #t add period int null
go
--update the data for period=1
update #t set period = 1

--generate the remaining periods (using a table that has a bunch of numbers in it)
insert #t (customer, Treas, Period)
select customer
       ,Treas
       ,number
from   #t t
cross join master..spt_values v
where  v.type = 'P'
and    v.number between 2 and 12

select * from #t

drop table #t